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5. The price of ABCD is $25. You establish the following position: Short 1 ABCD 25 Call @ 2 If the delta of the call

5. The price of ABCD is $25. You establish the following position: Short 1 ABCD 25 Call @ 2 If the delta of the call is 0.50, what would be the theoretical price of the option if ABCD increased by $1.00? M a. $1.50 M b. $2.50 M c. $3.00 M d. $4.00 M e. $4.50

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